Embedded Python Real-Time FrameWork : API  Build 20250616.1
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QuoteWarp.py File Reference

Classes

class  pyRT.apps.warp.Simple.QuoteWarp.Config
 Config base class : Commonly used Members and Methods. More...
 
class  pyRT.apps.warp.Simple.QuoteWarp.Manager
 Database of Google Price Offsets. More...
 
class  pyRT.apps.warp.Simple.QuoteWarp.Record
 A record from the tape. More...
 

Namespaces

 pyRT.apps.warp.Simple.QuoteWarp
 Warp BID, ASK, LAST from prices in Pre-Market Risk file (scraped from Google)

  1. Load Pre-Market risk file from Google
  2. Hook BID, ASK, LAST real-time fields
  3. Add Offset from Pre-Market Risk File to BID, ASK, LAST.

 

Functions

def pyRT.apps.warp.Simple.QuoteWarp.AddOffset
 
def pyRT.apps.warp.Simple.QuoteWarp.ASK
 
def pyRT.apps.warp.Simple.QuoteWarp.BID
 
def pyRT.apps.warp.Simple.QuoteWarp.MultSize
 
def pyRT.apps.warp.Simple.QuoteWarp.OnEngineLoad
 WarpEngine Callbacks. More...
 
def pyRT.apps.warp.Simple.QuoteWarp.OnInitialize
 
def pyRT.apps.warp.Simple.QuoteWarp.OnPubImage
 
def pyRT.apps.warp.Simple.QuoteWarp.OnPubUpdate
 

Variables

tuple pyRT.apps.warp.Simple.QuoteWarp._cfg = Config()
 
string pyRT.apps.warp.Simple.QuoteWarp._CMD_SPREAD = 'SPREAD'
 
 pyRT.apps.warp.Simple.QuoteWarp._MGR = None
 
float pyRT.apps.warp.Simple.QuoteWarp._SPREAD = 0.0
 
float pyRT.apps.warp.Simple.QuoteWarp._SPREAD2 = _SPREAD/2.0